Explain the Random Forest Model
The underlying principle of this technique is that several weak learners combine to provide a strong learner. The steps involved are:
- Build several decision trees on bootstrapped training samples of data
- On each tree, each time a split is considered, a random sample of mm predictors is chosen as split candidates out of all pp predictors
- Rule of thumb: At each split m=p√m=p
- Predictions: At the majority rule